I have a misunderstanding of the difference between single-threading and multi-threading programming, so I want an answer to the following question to make everything clear.
Well, this isn't entirely language agnostic. Some interpreted programming languages don't support real Threads. That is, threads of execution can be defined by the program, but the interpreter is single threaded so all execution is on one core of the CPU.
For compiled languages and languages that support true multi-threading, a single CPU can have many cores. Actually, most desktop computers now have 2 or 4 cores. So a multi-threaded program executing truely independent tasks can finish 2-4 times faster based on the number of available cores in the CPU.